Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 4,509,672                :
: Positions                                                                                                    :
:2,574,131 1,186,089   145,390 1,633,259   413,673   308,943   199,965   519,146   109,265   139,272   405,569 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:    5,446    16,418    37,243     7,293     3,461   -34,431   -27,086    29,880   -15,205    -4,552     4,359 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.1      26.3       3.2      36.2       9.2       6.9       4.4      11.5       2.4       3.1       9.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   219                     :
:      120        91         9        16        22        22         8        24        21        19        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV   2500 mmbtu                                              :
CFTC Code #023392                                                    Open Interest is   515,769                :
: Positions                                                                                                    :
:   52,852   116,799   106,524    74,468   108,768    90,308    61,426    52,171    44,116    40,430    60,987 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:    1,814     7,515    -3,482     4,911     2,739    22,796     1,442       387    -8,781    -1,921       730 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.2      22.6      20.7      14.4      21.1      17.5      11.9      10.1       8.6       7.8      11.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    80                     :
:       21        24        12         6        15         8         8        11         9        10        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #023393                                                    Open Interest is   224,138                :
: Positions                                                                                                    :
:  153,710   177,723    20,357    10,363    19,755     9,338     3,136     5,033         0       300       462 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:   -2,946    -3,925     2,864       -63       -78    -2,027      -441        -2      -593       300       248 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      79.3       9.1       4.6       8.8       4.2       1.4       2.2       0.0       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       23        26         5         5         6         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is    95,917                :
: Positions                                                                                                    :
:   73,040    72,944     2,552    12,610     5,044     8,600         0       852         0         0         0 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:   -2,400    -1,147       425       375       540     1,986         0      -173         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.1      76.0       2.7      13.1       5.3       9.0       0.0       0.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       17        22         .         4         7         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   212,929                :
: Positions                                                                                                    :
:  158,123    73,496    29,897   109,728     6,249     2,782     8,939     4,478     3,563     2,782       385 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:    1,645      -117    -1,335     1,198         0      -856    -2,184     2,223      -819         0       115 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.3      34.5      14.0      51.5       2.9       1.3       4.2       2.1       1.7       1.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       17        15         4         9         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is   670,781                :
: Positions                                                                                                    :
:  568,104   163,558    11,047   412,517    52,397         0    16,498       736    15,922     1,965    14,932 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:    3,718     9,940     2,625    -3,970    -1,646       -15       640      -923      -500      -358     1,472 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      24.4       1.6      61.5       7.8       0.0       2.5       0.1       2.4       0.3       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       34        20         .        11        12         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   272,874                :
: Positions                                                                                                    :
:  248,583   188,554     7,307    53,104     8,017       722     1,341     1,366     1,015    13,225       966 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:   11,535     5,916       844     5,755      -366       536       466       617      -671      -595       273 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.1      69.1       2.7      19.5       2.9       0.3       0.5       0.5       0.4       4.8       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       29        27         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   265,635                :
: Positions                                                                                                    :
:  245,278   137,317     3,294   111,061     4,340       481     1,914     3,776       837     1,610     2,178 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:   10,754     8,916      -382       706       160      -478     1,118       640       496      -620       154 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.3      51.7       1.2      41.8       1.6       0.2       0.7       1.4       0.3       0.6       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       29        32         .        10         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is   116,046                :
: Positions                                                                                                    :
:   96,599    72,075     1,203    29,970     2,994     7,422         0     2,941         0         0         0 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:    6,495     5,919      -360     4,347         0       739      -519     1,193         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      62.1       1.0      25.8       2.6       6.4       0.0       2.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        14         .         6         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                     :
CFTC Code #02339E                                                    Open Interest is   106,690                :
: Positions                                                                                                    :
:   73,764    72,234     5,942    11,403     6,489         0     1,049     5,755         0         0         0 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:    1,131       765      -226     1,350      -738         0      -105       161         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      67.7       5.6      10.7       6.1       0.0       1.0       5.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        15         4         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    25,119                :
: Positions                                                                                                    :
:   18,039    19,581     4,646     2,326     1,172         0         0         0       645       961         0 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:    1,364     1,488       186         0      -186         0         0         0       -31       155         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      78.0      18.5       9.3       4.7       0.0       0.0       0.0       2.6       3.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14         8         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #02339U                                                    Open Interest is    89,756                :
: Positions                                                                                                    :
:   77,060    37,612     2,684    41,075       200        15       330     2,858         0         0         0 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:    4,468     3,892         0     1,285         0       -94       -94       238         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.9      41.9       3.0      45.8       0.2       0.0       0.4       3.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        10         .         7         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                        :
CFTC Code #02339W                                                    Open Interest is   206,163                :
: Positions                                                                                                    :
:  191,010    83,713     4,114   112,344     3,776         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:      555       763        -9      -217        62         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.6      40.6       2.0      54.5       1.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       21        14         .        10         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is    90,028                :
: Positions                                                                                                    :
:   61,287    63,693    19,903    19,828     1,241         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:     -104        19       245       122         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.1      70.7      22.1      22.0       1.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        14         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   328,886                :
: Positions                                                                                                    :
:  296,336   126,326    21,345   189,010     2,959         0         0         0         0       210         0 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:     -361     6,159       256    -8,060       -64         0         0         0         0       210         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.1      38.4       6.5      57.5       0.9       0.0       0.0       0.0       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       38        24         4         9         4         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A5                                                    Open Interest is    81,696                :
: Positions                                                                                                    :
:   68,186    39,108     1,209    12,640     5,008         0     8,645     2,142         0         0         0 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:    1,691     1,868         0    -1,018       506    -1,646     1,000       544         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      47.9       1.5      15.5       6.1       0.0      10.6       2.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        10         .         5         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV   2500 mmbtu                       :
CFTC Code #0233A8                                                    Open Interest is    66,639                :
: Positions                                                                                                    :
:   31,103    41,274    22,176    11,824     4,726     1,146         0     1,701         0         0         0 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:      335     1,120       766         0      -124      -496         0       250         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.7      61.9      33.3      17.7       7.1       1.7       0.0       2.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        7         7         5         4         7         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AG                                                    Open Interest is   103,234                :
: Positions                                                                                                    :
:   75,000    58,914     6,908    36,667       651    18,729         0       372       744     1,457         0 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:    8,845    11,295     1,353      -775       651     4,186         0      -372       155     1,457         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      57.1       6.7      35.5       0.6      18.1       0.0       0.4       0.7       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       15        21         .         .         .         4         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AH                                                    Open Interest is    86,240                :
: Positions                                                                                                    :
:   50,770    75,550    12,929       441     1,333    17,283       496     1,327     1,488     4,991        93 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:    9,198    11,865       255       441      -441     4,217         0      -372       155     1,395        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.9      87.6      15.0       0.5       1.5      20.0       0.6       1.5       1.7       5.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       30        29         9         .         .         4         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233AM                                                    Open Interest is    64,655                :
: Positions                                                                                                    :
:   61,070    55,475     1,756     2,719         0         0         0         0     1,054     5,500         0 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:    7,643     8,573       124       124         0         0         0         0       465         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.5      85.8       2.7       4.2       0.0       0.0       0.0       0.0       1.6       8.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       16        19         .         .         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                         :
CFTC Code #0233AQ                                                    Open Interest is   160,702                :
: Positions                                                                                                    :
:  129,678   137,870    16,074     9,168     3,246     1,873         0     1,565       584         0         0 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:    2,151       967      -372      -366      -186      -204         0         9      -124         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      85.8      10.0       5.7       2.0       1.2       0.0       1.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       28        25         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                       :
CFTC Code #0233AY                                                    Open Interest is    55,810                :
: Positions                                                                                                    :
:   42,402    38,221       797     8,132     2,012     2,165     1,763     1,406         0         0         0 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:      645       673         0      -186       429        31       117       467         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      68.5       1.4      14.6       3.6       3.9       3.2       2.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        13         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233B1                                                    Open Interest is   103,767                :
: Positions                                                                                                    :
:   85,750    58,256     3,170    24,933     9,357         0     3,234     2,147         0         0         0 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:    1,699     2,613         0        82        93      -321     1,990       170         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      56.1       3.1      24.0       9.0       0.0       3.1       2.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       19        21         .         5         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is    78,621                :
: Positions                                                                                                    :
:   62,058    69,906     7,281         0     3,217     2,190         0       511       475         0         0 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:    1,913     1,384      -233         0       304      -163         0        90       -31         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.9      88.9       9.3       0.0       4.1       2.8       0.0       0.6       0.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        15         .         0         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV   2500 mmbtu                               :
CFTC Code #0233BD                                                    Open Interest is    23,281                :
: Positions                                                                                                    :
:   13,164    22,614     5,191         0         0     4,213         0         0       310       301         0 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:      527       930         0         0         0         0         0         0       310       301         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.5      97.1      22.3       0.0       0.0      18.1       0.0       0.0       1.3       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        6        15         .         0         0         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                 :
CFTC Code #0233BH                                                    Open Interest is   121,509                :
: Positions                                                                                                    :
:  108,199   107,175     2,188         0     1,036       475         0     1,059         0    10,968         0 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:      -89      -266         0         0         0    -1,062         0       451         0    -1,337         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.0      88.2       1.8       0.0       0.9       0.4       0.0       0.9       0.0       9.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       16        14         .         0         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BL                                                    Open Interest is   209,167                :
: Positions                                                                                                    :
:  169,896    58,739     9,315   119,674     9,795     3,695     9,083     3,622         0     3,638         0 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:      438      -794         0     1,100      -586       136     1,593       159         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      28.1       4.5      57.2       4.7       1.8       4.3       1.7       0.0       1.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       24        17         .        11         8         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                            :
CFTC Code #0233BW                                                    Open Interest is    23,140                :
: Positions                                                                                                    :
:   19,537    18,080         0     3,200         0       496         0         0       484       837       279 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:    3,069     1,891         0     1,488         0         0         0         0         0      -279       279 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.4      78.1       0.0      13.8       0.0       2.1       0.0       0.0       2.1       3.6       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        15         0         .         0         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233CG                                                    Open Interest is    30,614                :
: Positions                                                                                                    :
:   20,574    28,644     6,873       527       345         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:      825     1,730       957       151       -58         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      93.6      22.5       1.7       1.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        14         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CH                                                    Open Interest is   252,078                :
: Positions                                                                                                    :
:  208,434   142,206    21,762    77,804     6,515         0     4,222     1,096         0    14,936     1,062 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:    2,345     5,889      -431    -2,179      -670         0      -458        -2         0      -644       236 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.7      56.4       8.6      30.9       2.6       0.0       1.7       0.4       0.0       5.9       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       31        24         .         6         5         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV   mmbtu                                                          :
CFTC Code #0233CU                                                    Open Interest is    70,981                :
: Positions                                                                                                    :
:   56,757    44,556     7,591    18,798     3,049         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:     -137     1,467       155      -891       556         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.0      62.8      10.7      26.5       4.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        14         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is    78,969                :
: Positions                                                                                                    :
:   33,596    60,056    38,547    11,080     3,666         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:      -90       -28        62         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.5      76.1      48.8      14.0       4.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        13         6         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CZ                                                    Open Interest is    74,218                :
: Positions                                                                                                    :
:   53,609    51,195    10,693    13,024     4,681         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:    3,851      -497         0     3,303         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      69.0      14.4      17.5       6.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16        11         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV   2500 mm btu                           :
CFTC Code #0233D4                                                    Open Interest is    21,084                :
: Positions                                                                                                    :
:   17,748    17,636     2,375     1,588         0         0         0         0         0       310        31 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      83.6      11.3       7.5       0.0       0.0       0.0       0.0       0.0       1.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        6        13         .         .         0         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is   924,013                :
: Positions                                                                                                    :
:  127,017   126,070   195,846     7,047    39,679   203,358   241,830   178,813    24,050   202,019    97,476 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:    4,071    -5,823    -1,439        85    -5,655       -80     8,108     9,584    -6,275    -8,824     4,654 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.7      13.6      21.2       0.8       4.3      22.0      26.2      19.4       2.6      21.9      10.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   272                     :
:       44        35        24         6        22        60        56        66        31        42        50 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   436,256                :
: Positions                                                                                                    :
:   65,264    61,882    15,230    77,356    65,975    71,690    25,300    47,057   129,998   116,742    35,225 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:    6,363       788     4,354     1,345      -630     1,102      -989     2,169    -4,407     8,017       862 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.0      14.2       3.5      17.7      15.1      16.4       5.8      10.8      29.8      26.8       8.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       21        24         4         9        11         .        10        11        13         6        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                       :
CFTC Code #023A56                                                    Open Interest is    87,794                :
: Positions                                                                                                    :
:   10,342    17,998    19,111    16,292    17,144     6,133       871    11,248     7,561     6,672    11,842 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:      379     1,842    -1,875     3,097     1,784     3,958      -195     1,168       -80    -2,948     4,058 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.8      20.5      21.8      18.6      19.5       7.0       1.0      12.8       8.6       7.6      13.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:        8         8         8         4        12         6         .         7         6         9        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 1,816,624                :
: Positions                                                                                                    :
:  437,272   200,199    29,597   975,339   267,218   200,556    63,763   154,838   577,900    25,224    93,640 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:   25,629    -8,045     2,688    12,284     1,049   -16,211    23,375   -28,171    19,120      -655    10,909 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.1      11.0       1.6      53.7      14.7      11.0       3.5       8.5      31.8       1.4       5.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   114                     :
:       41        34         4        17        20        12         9        17        14        11        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is   590,543                :
: Positions                                                                                                    :
:  122,914    92,605   205,509   148,051   107,734       430    57,658    67,133    18,692    51,363    62,284 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:      625     4,257    -2,066      -723    10,631    -3,615     2,444     7,652     6,323    -5,519     6,084 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.8      15.7      34.8      25.1      18.2       0.1       9.8      11.4       3.2       8.7      10.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    75                     :
:       19        17        14         6        17         .        11        10        14         8        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665G                                                    Open Interest is     6,712                :
: Positions                                                                                                    :
:    5,612     3,385       250     2,848       167         0         0         0       373       162         0 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:      347       363         0         0         0         0         0         0        16         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.6      50.4       3.7      42.4       2.5       0.0       0.0       0.0       5.6       2.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        11         .         5         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    79,709                :
: Positions                                                                                                    :
:   63,476    62,753     5,964     4,168     5,391        68         0         0     3,282     6,224       838 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:    2,643     2,525       -50        -6       321       -10         0         0       -85        54       213 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.6      78.7       7.5       5.2       6.8       0.1       0.0       0.0       4.1       7.8       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    73                     :
:       41        40         4         5         7         .         0         0        11         4         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    15,375                :
: Positions                                                                                                    :
:   12,153    11,916     1,885     1,786       982         0         0         0         0       244       110 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:    1,502     1,532         0         0        75         0         0         0         0       -30       -90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      77.5      12.3      11.6       6.4       0.0       0.0       0.0       0.0       1.6       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        14         .         4         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is    21,849                :
: Positions                                                                                                    :
:   17,260    11,771       500     2,674     2,560         0         0         0       778     4,407       217 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:      -14       231       130      -119       236         0         0         0        80        75         3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      53.9       2.3      12.2      11.7       0.0       0.0       0.0       3.6      20.2       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       26        22         .         5         4         0         0         0         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    13,988                :
: Positions                                                                                                    :
:   10,267     7,468     1,297     1,817       492         0         0         0       370     2,499     1,496 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:      250       170         0        27        36         0         0         0       -50         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      53.4       9.3      13.0       3.5       0.0       0.0       0.0       2.6      17.9      10.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        19         .         4         .         0         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 23, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                      :
CFTC Code #06665T                                                    Open Interest is    11,394                :
: Positions                                                                                                    :
:    9,744     4,664       409     5,581       134         0         0         0       548       960        28 :
:                                                                                                              :
: Changes from:     December 16, 2014                                                                          :
:      690       425        30       135       -15         0         0         0        37        30        12 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.5      40.9       3.6      49.0       1.2       0.0       0.0       0.0       4.8       8.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        12         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated December 30, 2014